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Asymptotic Bound on the Characteristic Function of Signed Linear Serial Rank Statistics

โœ Scribed by M'hammed Kadri; Khalid Rifi


Book ID
110419948
Publisher
Springer Japan
Year
2002
Tongue
English
Weight
577 KB
Volume
54
Category
Article
ISSN
0020-3157

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A uniform bound on the characteristic fu
โœ Sorana Froda; Constance van Eeden ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 105 KB

In this paper, an upper bound of van Zwet on the characteristic function of simple linear rank statistics is, under the null-hypothesis, generalized to the characteristic function of the exponentially tilted distribution. Our present result solves a di cult and crucial step in obtaining a rate of co